NoticeExecReport

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	AuctionNoticenoticeNumber
baseParentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
ticker_at	enum - AssetType		'None'	underlier ticker
ticker_ts	enum - TickerSrc		'None'	underlier ticker
ticker_tk	VARCHAR(12)		''	underlier ticker
tradeDate	DATE		'1900-01-01'
accnt	VARCHAR(16)		''	SR Accnt
clientFirm	VARCHAR(16)		''	SR ClientFirm
noticeDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	either notice create datetime or notice arrivalSR datetime high precision
responseId	VARCHAR(24)		''	from NoticeResponseresponseId most recently processed response to noticeNumber for this accntclientFirm pair
spdrSource	enum - SpdrSource		'None'	AutoResponder MLINK FIX ICEChat TradeAp responders
stageType	enum - SpdrStageType		'None'	ats order staged or not
auctionType	enum - AuctionType		'None'	Exch Exposure Exch Price Improve Exch Facilitation Exch Solicitation SR ATS Block SR ATS Flash
auctionSource	enum - AuctionSource		'None'	Source of the auction notice eg SRC CBOE MIAX etc
createDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	ats order arrival dttm high precision
side	enum - BuySell		'None'
size	INT		0
activeSize	INT		0	active order size zero for ActiveHold
reachRule	enum - ReachRule		'None'	size condition
refPrice	DOUBLE		0	effPrice price de uMid refUPrc 05 ga uMid refUPrc2
refUPrc	DOUBLE		0	reference price for tied to underlier orders
uRefType	enum - URefType		'None'	type of reference price uBid uAsk uMid
refDe	FLOAT		0	reference delta for tied to underlier orders
refGa	FLOAT		0	reference gamma for tied to underlier orders
roundRule	enum - RoundRule		'None'	Exact 100 or Fuzzy 90 default is Exact
stepUpIncr	DOUBLE		0	additional price increment best price only used if auction is competitive
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	associated riskGroupID and SpdrRiskGroupControl if any
strategy	VARCHAR(32)		''	user strategy field visible on SR tools
userData1	TINYTEXT		''	user data field free text from NoticeResponse
orderStatus	enum - SpdrOrderStatus		'PendNew'	ats order status
orderDetail	TINYTEXT		''	additional detail
lastUPrc	DOUBLE		0	effective uPrc midmarket from last trial pass
lastTrialPrc	DOUBLE		0	effective response price from last trial pass
leavesQty	INT		0	open order quantity
cumFillQty	INT		0	pkg cumFillQty if MLeg
avgFillPrice	DOUBLE		0	pkg avgFillPrice if MLeg
completionType	enum - CompletionType		'None'	None DAC POC TAS TACO BTIC
completionState	enum - CompletionState		'None'
avgCompletionPrice	DOUBLE		0	completion trade price final trade price also avg completion price
addLatency	DOUBLE		0	latency from notice arrivalSR to external response send in seconds OR latency from notice create to response accepted in seconds SRC Auctions
ackLatency	DOUBLE		0	latency from external response send to external response ack FRT in seconds external auctions only
numOptLegs	INT		0	number of option legs
spreadClass	enum - SpreadClass		'None'	spread class eg Call Put RevCon Box JRoll etc
spreadFlavor	enum - SpreadFlavor		'None'	spread flavor Normal Flipped of this order
containsHedge	enum - YesNo		'None'	if this order contains a stockfuture leg
containsFlex	enum - YesNo		'None'	if this order contains flex legs
containsMultiHedge	enum - YesNo		'None'	contains MultiHedge corp action adjusted options
responseResult	enum - NoticeResult		'None'
responseTime	SMALLINT		0	notice response arrival time milliseconds since auction start
prtPrice	DOUBLE		0	reported print price pkgPrice if MLeg
prtSize	INT		0	reported print size pgkSize if MLeg
prtTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	reported print time 1st print if MLeg
prtUBid	DOUBLE		0	best estimate of uBid auction print time
prtUAsk	DOUBLE		0	best estimate of uAsk auction print time
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1
baseParentNumber	2

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
side	enum - BuySell
ratio	enum - ratio
positionType	enum - LegPositionType
legCumFillQty	enum - legCumFillQty
legAvgFillPrice	enum - legAvgFillPrice
legCumCmplQty	enum - legCumCmplQty
legAvgCmplPrice	enum - legAvgCmplPrice
legCmplSecKey	enum - legCmplSecKey	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType	enum - SpdrKeyType	usually Future or Option None if not yet valid

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgNoticeExecReport`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a CHAR(19) */
    `baseParentNumber` = 'Example_baseParentNumber';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='NoticeExecReport' ORDER BY ordinal_position ASC;